Olivieri E., Scoppola E. — Markov Chains with Exponentially Small Transition Probabilities: First Exit Problem from a General Domain. II. The General Case
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Название: Markov Chains with Exponentially Small Transition Probabilities: First Exit Problem from a General Domain. II. The General Case
Авторы: Olivieri E., Scoppola E.
Аннотация:
In this paper we consider aperiodic ergodic Markov chains with transition probabilities exponentially small in a large parameter b.